Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47572.32 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46177.36 Kr¶

PnL: ---------------------------------------> -711.21 Kr¶

DD now: ---------------------------------> -2.175 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:55:30.135898'

Anic Portfolio¶

Today¶

Return: -0.857 %¶

This Week¶

Return: -0.711 %¶

Total¶

Return: 55.74 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -2.920000 3114.800000 143.800000 4.840000 2971.000006
AcadeMedia 12 0.300000 604.200000 47.200000 8.470000 557.000004
Corem Property Group B 59 -1.860000 621.270000 44.270000 7.670000 576.999999
HMS Networks 2 -1.560000 706.000000 33.000000 4.900000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -2.440000 387.300000 32.300000 9.100000 355.000000
Resurs Holding 22 0.330000 605.660000 31.660000 5.520000 573.999998
MedCap 2 -3.230000 450.000000 29.000000 6.890000 421.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Boozt 12 -0.780000 1675.200000 21.200000 1.280000 1653.999996
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.370000 544.400000 17.400000 3.300000 527.000000
Swedbank A 3 2.060000 580.200000 16.200000 2.870000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 0.640000 583.680000 13.680000 2.400000 570.000000
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
SAAB B 8 -0.420000 3388.800000 11.800000 0.350000 3377.000000
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.190000 248.400000 2.400000 0.980000 246.000000
Handelsbanken A 5 0.270000 547.500000 1.500000 0.270000 546.000000
Nordea Bank Abp 29 0.270000 3453.320000 -0.680000 -0.020000 3453.999992
Creaspac SPAC 6 -0.210000 575.400000 -1.600000 -0.280000 577.000002
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
CTEK 13 -3.100000 520.000000 -14.000000 -2.620000 533.999999
Essity B 2 -1.600000 554.200000 -19.800000 -3.450000 574.000000
International Petroleum Corp. 5 -2.430000 561.000000 -33.570000 -5.650000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.180000 3797.500000 -52.500000 -1.360000 3850.000000
Vivesto 1368 -0.790000 547.200000 -65.800000 -10.730000 612.999432
Axfood 13 -1.530000 3604.900000 -151.100000 -4.020000 3756.000001
OX2 18 -1.750000 1414.800000 -249.200000 -14.980000 1663.999992
Fasadgruppen Group 35 1.700000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 -2.860000 2828.800000 -533.200000 -15.860000 3361.999992
TOTAL 46177.360000 -711.210000 -2.17473% 46888.564618

Updated:¶

'2023-01-24 14:55:42.629575'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶